Compute the change in the price of a five-year (until maturity) $1,000 face value zero- coupon bond that currently yields 7% when expected inflation increases from 3% to 4%.

What will be an ideal response?


The bond currently will sell for $712.99. Once the expected inflation increases by 1%, the bondholders would want to keep the same real return, which would drive the bond yield up to 8%. This increase in bond yield will drive the price down to $680.58, or a decrease of more than 4.8% of the bond's price.

Economics

You might also like to view...

Zero inflation

a. might be dangerous because it could lead to rapidly increasing prices. b. would limit the flexibility of the labor market and so could at times raise unemployment. c. would make it easy for the Central bank to create negative real interest rates. d. is impossible to achieve in the real world.

Economics

Under the collusion model, the outcome in an oligopoly is the same as a monopoly.

Answer the following statement true (T) or false (F)

Economics

Refer to Figure 15-11. In the dynamic model of AD-AS in the figure above, the economy is at point A in year 1 and is expected to go to point B in year 2, and the Federal Reserve pursues policy. This will result in

A) unemployment rates higher than what would occur if no policy had been pursued. B) real GDP lower than what would occur if no policy had been pursued. C) short-term interest rates higher than what would occur if no policy had been pursued. D) inflation higher than what would occur if no policy had been pursued.

Economics

The inflation rate is calculated

a. by determining the change in the price index from the preceding period. b. by determining the change in the price index from the base year. c. by determining the percentage change in the price index from the preceding period. d. by determining the percentage change in the price index from the base year.

Economics